NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 81.23 81.26 0.03 0.0% 77.47
High 81.90 82.10 0.20 0.2% 80.45
Low 80.75 81.10 0.35 0.4% 75.60
Close 81.42 81.79 0.37 0.5% 80.37
Range 1.15 1.00 -0.15 -13.0% 4.85
ATR 1.93 1.87 -0.07 -3.5% 0.00
Volume 8,582 13,946 5,364 62.5% 74,756
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.66 84.23 82.34
R3 83.66 83.23 82.07
R2 82.66 82.66 81.97
R1 82.23 82.23 81.88 82.45
PP 81.66 81.66 81.66 81.77
S1 81.23 81.23 81.70 81.45
S2 80.66 80.66 81.61
S3 79.66 80.23 81.52
S4 78.66 79.23 81.24
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 93.36 91.71 83.04
R3 88.51 86.86 81.70
R2 83.66 83.66 81.26
R1 82.01 82.01 80.81 82.84
PP 78.81 78.81 78.81 79.22
S1 77.16 77.16 79.93 77.99
S2 73.96 73.96 79.48
S3 69.11 72.31 79.04
S4 64.26 67.46 77.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.10 76.80 5.30 6.5% 1.59 1.9% 94% True False 13,615
10 82.10 75.60 6.50 7.9% 1.74 2.1% 95% True False 17,222
20 83.66 75.00 8.66 10.6% 1.85 2.3% 78% False False 21,428
40 84.20 75.00 9.20 11.2% 1.99 2.4% 74% False False 18,866
60 84.85 71.98 12.87 15.7% 2.00 2.4% 76% False False 17,425
80 84.85 69.40 15.45 18.9% 2.01 2.5% 80% False False 16,014
100 84.85 69.40 15.45 18.9% 1.95 2.4% 80% False False 14,405
120 84.85 65.66 19.19 23.5% 1.94 2.4% 84% False False 13,511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 86.35
2.618 84.72
1.618 83.72
1.000 83.10
0.618 82.72
HIGH 82.10
0.618 81.72
0.500 81.60
0.382 81.48
LOW 81.10
0.618 80.48
1.000 80.10
1.618 79.48
2.618 78.48
4.250 76.85
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 81.73 81.60
PP 81.66 81.40
S1 81.60 81.21

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These figures are updated between 7pm and 10pm EST after a trading day.

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